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The Determinants of International Portfolio Holdings and Home Bias

Citations

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Cited by:

  1. Roberto A. De Santis, 2010. "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 147-197, June.
  2. De Santis, Roberto A. & Gérard, Bruno, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 626, European Central Bank.
  3. De Santis, Robert A. & Gérard, Bruno, 2009. "International portfolio reallocation: Diversification benefits and European monetary union," European Economic Review, Elsevier, vol. 53(8), pages 1010-1027, November.
  4. Milsom, Luke & Pažitka, Vladimír & Roland, Isabelle & Wójcik, Dariusz, 2023. "The gravity of syndication ties in international equity underwriting," Bank of England working papers 1021, Bank of England.
  5. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  6. Barry Eichengreen & Pipat Luengnaruemitchai, 2008. "Bond Markets as Conduits for Capital Flows: How Does Asia Compare?," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 267-313, National Bureau of Economic Research, Inc.
  7. Forbes, Kristin J. & Warnock, Francis E., 2012. "Capital flow waves: Surges, stops, flight, and retrenchment," Journal of International Economics, Elsevier, vol. 88(2), pages 235-251.
  8. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
  9. Muhammad Afaq Haider & Muhammad Asif Khan & Elyas Abdulahi, 2016. "Determinants of Foreign Portfolio Investment and Its Effects on China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 143-150, December.
  10. Forbes, Kristin J., 2010. "Why do foreigners invest in the United States?," Journal of International Economics, Elsevier, vol. 80(1), pages 3-21, January.
  11. Luke Milsom & Vladimír Pažitka & Isabelle Roland & Dariusz Wójcik, 2020. "Gravity in international finance: evidence from fees on equity transactions," CEP Discussion Papers dp1703, Centre for Economic Performance, LSE.
  12. Sy, Wilson, 2010. "Cost, performance and portfolio composition of small pension funds in Australia," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(3), pages 345-368, July.
  13. repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  14. Muhammad Afaq Haider, 2016. "A Cross-Country Comparison of Factors Affecting Foreign Portfolio Investment in Emerging Economies: In the Case of Bangladesh, China, India, and Pakistan," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 6(4), pages 79-87, December.
  15. Sercu, Piet & Vanpée, Rosanne, 2011. "The Value of Clean Hands: How to Appeal to International Equity Investors," Working Papers 2011/26, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  16. Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2019. "Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 287-303.
  17. Rizova, Savina, 2013. "Trade momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 258-293.
  18. Anil V. Mishra, 2008. "Australia'S Equity Home Bias," Australian Economic Papers, Wiley Blackwell, vol. 47(1), pages 53-73, March.
  19. Pieterse-Bloem, M., 2011. "The effect of Emu on bond market integration and investor portfolio allocations," Other publications TiSEM 3c6ce80d-9260-424a-b889-b, Tilburg University, School of Economics and Management.
  20. Gustavo Peralta, 2016. "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  21. Roque, Vanda & Cortez, Maria Céu, 2014. "The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 469-482.
  22. Daekeun Park & Inseok Shin, 2013. "What Hinders Cross-Border Portfolio Investment In East Asia?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(02), pages 1-22.
  23. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers hal-01069440, HAL.
  24. Mishra, Anil V., 2017. "Foreign bias in Australia's international equity holdings," Review of Financial Economics, Elsevier, vol. 33(C), pages 41-54.
  25. G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2013. "The Coming Wave," Working Papers 082013, Hong Kong Institute for Monetary Research.
  26. Giofré, Maela, 2021. "Stock exchange consolidation and cross-border investment: An empirical assessment," Journal of Financial Stability, Elsevier, vol. 53(C).
  27. Yoko Shinagawa, 2014. "Determinants of Financial Market Spillovers: The Role of Portfolio Diversification, Trade, Home Bias, and Concentration," IMF Working Papers 2014/187, International Monetary Fund.
  28. Fathi Abid & Slah Bahloul, 2010. "Selected MENA Countries’ Attractiveness to G7 Investors," Working Papers 531, Economic Research Forum, revised 07 Jan 2010.
  29. Giofré, Maela M., 2008. "Bias in foreign equity portfolios: households versus professional investors," MPRA Paper 13929, University Library of Munich, Germany.
  30. repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  31. Carol C. Bertaut & Linda S. Kole, 2004. "What makes investors over or underweight? explaining international appetites for foreign equities," International Finance Discussion Papers 819, Board of Governors of the Federal Reserve System (U.S.).
  32. Michael B. Devereux & Ozge Senay & Alan Sutherland, 2014. "Nominal Stability and Financial Globalization," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 921-959, August.
  33. Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2018. "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series 535, Asian Development Bank.
  34. Fabian J. Baier & Paul J. J. Welfens, 2019. "The UK’s banking FDI flows and Total British FDI: a dynamic BREXIT analysis," International Economics and Economic Policy, Springer, vol. 16(1), pages 193-213, March.
  35. repec:hal:spmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  36. De Moor, Lieven & Sercu, Piet & Vanpée, Rosanne, 2010. "The plausibility of risk estimates and implied costs to international equity investments," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 623-644, September.
  37. Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku, 2015. "Home bias, risk differential, and cultural spatial spillover effects," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 114-136.
  38. Okawa, Yohei & van Wincoop, Eric, 2012. "Gravity in International Finance," Journal of International Economics, Elsevier, vol. 87(2), pages 205-215.
  39. Hisham S. Foad, 2012. "Equity Home Bias and the Euro," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-29.
  40. Bracke, Thierry & Bunda, Irina, 2011. "Exchange rate anchoring - Is there still a de facto US dollar standard?," Working Paper Series 1353, European Central Bank.
  41. MacDonald, Margaux, 2017. "International capital market frictions and spillovers from quantitative easing," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 135-156.
  42. Milani, Fabio, 2011. "The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 111-129, February.
  43. repec:spo:wpmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  44. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  45. Ferreira, Miguel A. & Miguel, Antonio F., 2011. "The determinants of domestic and foreign bond bias," Journal of Multinational Financial Management, Elsevier, vol. 21(5), pages 279-300.
  46. Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007. "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 631-655, June.
  47. Abid, Fathi & Bahloul, Slah, 2011. "Selected MENA countries' attractiveness to G7 investors," Economic Modelling, Elsevier, vol. 28(5), pages 2197-2207, September.
  48. Lee, Soyean, 2016. "Geography of cross-border portfolio investments and ICT diffusion," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 540-552.
  49. Carol C. Bertaut, 2008. "Assessing the potential for further foreign demand for U.S. assets: Has financing U.S. current account deficits made foreign investors overweight in U.S. securities?," International Finance Discussion Papers 950, Board of Governors of the Federal Reserve System (U.S.).
  50. International Monetary Fund, 2014. "Mexico: Selected Issues," IMF Staff Country Reports 2014/320, International Monetary Fund.
  51. Bravo-Ortega, Claudio, 2005. "Does asymmetric information cause the home equity bias?," Policy Research Working Paper Series 3495, The World Bank.
  52. Giofré, Maela, 2013. "International diversification: Households versus institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 145-176.
  53. Pornpen Sodsrichai & Sakkapop Panyanukul & Nantaporn Pongpatthananon, 2011. ""Putting All Eggs in One Basket" Thailand's Under-Investment Abroad: Impact and Explanations," Working Papers 2011-06, Monetary Policy Group, Bank of Thailand.
  54. Nathan Mauck & S. McKay Price, 2017. "Determinants of Foreign Versus Domestic Real Estate Investment: Property Level Evidence from Listed Real Estate Investment Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 17-57, January.
  55. Bank for International Settlements, 2008. "Why is there so little regional financial integration in Asia?," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 38-61, Bank for International Settlements.
  56. Salaber, Julie, 2013. "Religion and returns in Europe," European Journal of Political Economy, Elsevier, vol. 32(C), pages 149-160.
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